Heteroskedasticity and normality tests
| Source | χ2 | Df | P |
|---|---|---|---|
| Heteroskedasticity | 35.980 | 54 | 0.972 |
| Skewness | 7.390 | 9 | 0.596 |
| Kurtosis | 1.020 | 1 | 0.314 |
| Total | 44.380 | 64 | 0.971 |
| White’s test for Ho: homoskedasticity | |||
| against Ha: unrestricted heteroskedasticity | |||
| χ2(54) = 35.98 | |||
| Prob > χ2 = 0.6720 | |||
| Cameron and Trivedi’s decomposition of IM test | |||
| jb residuals | |||
| Jarque–Bera normality test: 0.346 | |||
| Jarque–Bera test for Ho: normality | |||
| Source | Df | ||
|---|---|---|---|
| Heteroskedasticity | 35.980 | 54 | 0.972 |
| Skewness | 7.390 | 9 | 0.596 |
| Kurtosis | 1.020 | 1 | 0.314 |
| Total | 44.380 | 64 | 0.971 |
| against Ha: unrestricted heteroskedasticity | |||
| Prob > | |||
| jb residuals | |||
| Jarque–Bera normality test: 0.346 | |||
| Jarque–Bera test for Ho: normality | |||
Source(s): Authors’ own work
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